Entropy invariance for autoregressive processes constructed by linear filtering
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Publication:2995485
DOI10.1080/00207160.2010.484101zbMath1210.94068MaRDI QIDQ2995485
Georgiana Popovici, Monica E. Bad Dumitrescu
Publication date: 21 April 2011
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2010.484101
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
68P30: Coding and information theory (compaction, compression, models of communication, encoding schemes, etc.) (aspects in computer science)
94A17: Measures of information, entropy
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- The uniform autoregressive process of the second order (UAR(2))
- Stochastic Measurement Procedures Based on Stationary Time Series
- Estimation of the Entropy Functional from Dependent Samples
- Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models